+97.4%
CB vs AEE
+43.4%
+54.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -0.6% | +1.3% | -1.9% | -1.1% |
| 30D | -3.9% | -1.2% | -2.7% | -3.5% |
| 3M | +4.9% | +1.0% | +3.9% | +4.4% |
| 6M | +3.3% | -2.3% | +5.5% | +4.0% |
| YTD | +8.5% | +9.1% | -0.6% | +4.7% |
| 1Y | +22.1% | +10.6% | +11.5% | +17.1% |
| 3Y | +70.1% | +48.5% | +21.6% | +47.4% |
| 5Y | +97.4% | +39.9% | +57.5% | +70.4% |
| All | +97.4% | +43.4% | +54.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling